| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 0.98% | -46.81% |
| Max Drawdown | -31.33% | -60.57% |
| Sharpe | 0.25 | -0.62 |
| Sortino | 0.38 | -0.88 |
| Payoff Ratio | 1.13 | 0.94 |
| Profit Factor | 1.05 | 0.91 |
| Common Sense Ratio | 1.09 | 0.85 |
| CPC Index | 0.56 | 0.43 |
| Tail Ratio | 1.03 | 0.93 |
| Outlier Win Ratio | 12.02 | 4.12 |
| Outlier Loss Ratio | 4.48 | 3.1 |
| Volatility (ann.) | 45.2% | 69.83% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.03 | -0.81 |
| Skew | 0.89 | 0.44 |
| Kurtosis | 10.67 | 4.34 |
| Expected Daily % | 0.0% | -0.18% |
| Expected Monthly % | 0.08% | -5.12% |
| Expected Yearly % | 0.49% | -27.07% |
| Kelly Criterion | -0.23% | -2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.86% | -6.13% |
| Expected Shortfall (cVaR) | -3.86% | -6.13% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 38.46 | 3.17 | + |
| 2025 | -52.56 | -27.06 | 0.51 | + |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.07% | -13.3% |
| 3M | -27.06% | -56.21% |
| 6M | 10.41% | -34.57% |
| YTD | -27.06% | -52.56% |
| 1Y | 0.98% | -46.81% |
| 3Y (ann.) | 1.06% | -49.22% |
| 5Y (ann.) | 1.06% | -49.22% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.33% | -60.57% |
| Longest DD Days | 112.0 | 192.0 |
| Avg. Drawdown | -6.01% | -22.67% |
| Avg. Drawdown Days | 18.0 | 66.0 |
| Recovery Factor | 0.03 | -0.77 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-11 | -31.33 | 112 |
| 2024-12-26 | 2025-04-06 | -30.36 | 101 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-07-07 | 2024-07-10 | -4.45 | 3 |
| 2024-12-20 | 2024-12-24 | -4.08 | 4 |
| 2024-12-02 | 2024-12-06 | -2.83 | 4 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| 2024-06-20 | 2024-07-06 | -1.91 | 16 |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 14.6% | 19.2% |
| Worst Day | -11.02% | -14.77% |
| Best Week | 18.08% | 20.47% |
| Worst Week | -13.12% | -20.52% |
| Best Month | 47.37% | 47.37% |
| Worst Month | -18.47% | -32.24% |
| Best Year | 38.46% | 12.13% |
| Worst Year | -27.06% | -52.56% |
| Avg. Up Day | 2.28% | 2.79% |
| Avg. Down Day | -2.01% | -2.97% |
| Avg. Up Week | 5.41% | 6.56% |
| Avg. Down Week | -3.87% | -8.49% |
| Avg. Up Month | 23.79% | 36.95% |
| Avg. Down Month | -10.43% | -17.92% |
| Win Days % | 46.84% | 50.29% |
| Win Month % | 54.55% | 25.0% |
| Win Week % | 41.67% | 47.06% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |